-99.0%
IMA vs VT
+80.1%
-179.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -6.2% |
| 7D | -2.9% | +0.4% | -3.3% | -3.8% |
| 30D | -6.4% | -2.6% | -3.8% | -4.1% |
| 3M | -30.2% | -3.2% | -27.0% | -28.0% |
| 6M | -25.0% | +0.9% | -25.9% | -26.2% |
| YTD | -42.5% | +11.3% | -53.8% | -49.4% |
| 1Y | -52.1% | +14.0% | -66.1% | -59.1% |
| 3Y | -75.1% | +75.8% | -151.0% | -88.4% |
| 5Y | -97.8% | +57.8% | -155.6% | -98.7% |
| All | -99.0% | +80.1% | -179.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling